CME eMini Russell 2000 Future December 2007
| Trading Metrics calculated at close of trading on 05-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2007 |
05-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
832.2 |
834.0 |
1.8 |
0.2% |
810.5 |
| High |
836.1 |
853.2 |
17.1 |
2.0% |
853.2 |
| Low |
828.7 |
832.7 |
4.0 |
0.5% |
808.1 |
| Close |
833.8 |
850.2 |
16.4 |
2.0% |
850.2 |
| Range |
7.4 |
20.5 |
13.1 |
177.0% |
45.1 |
| ATR |
14.3 |
14.8 |
0.4 |
3.1% |
0.0 |
| Volume |
180,216 |
124,986 |
-55,230 |
-30.6% |
951,023 |
|
| Daily Pivots for day following 05-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
906.9 |
899.0 |
861.5 |
|
| R3 |
886.4 |
878.5 |
855.8 |
|
| R2 |
865.9 |
865.9 |
854.0 |
|
| R1 |
858.0 |
858.0 |
852.1 |
862.0 |
| PP |
845.4 |
845.4 |
845.4 |
847.3 |
| S1 |
837.5 |
837.5 |
848.3 |
841.5 |
| S2 |
824.9 |
824.9 |
846.4 |
|
| S3 |
804.4 |
817.0 |
844.6 |
|
| S4 |
783.9 |
796.5 |
838.9 |
|
|
| Weekly Pivots for week ending 05-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
972.5 |
956.4 |
875.0 |
|
| R3 |
927.4 |
911.3 |
862.6 |
|
| R2 |
882.3 |
882.3 |
858.5 |
|
| R1 |
866.2 |
866.2 |
854.3 |
874.3 |
| PP |
837.2 |
837.2 |
837.2 |
841.2 |
| S1 |
821.1 |
821.1 |
846.1 |
829.2 |
| S2 |
792.1 |
792.1 |
841.9 |
|
| S3 |
747.0 |
776.0 |
837.8 |
|
| S4 |
701.9 |
730.9 |
825.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
853.2 |
808.1 |
45.1 |
5.3% |
14.0 |
1.6% |
93% |
True |
False |
190,204 |
| 10 |
853.2 |
801.8 |
51.4 |
6.0% |
12.2 |
1.4% |
94% |
True |
False |
187,194 |
| 20 |
853.2 |
764.4 |
88.8 |
10.4% |
14.2 |
1.7% |
97% |
True |
False |
186,349 |
| 40 |
853.2 |
743.5 |
109.7 |
12.9% |
17.1 |
2.0% |
97% |
True |
False |
93,631 |
| 60 |
869.4 |
743.5 |
125.9 |
14.8% |
17.8 |
2.1% |
85% |
False |
False |
62,549 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
940.3 |
|
2.618 |
906.9 |
|
1.618 |
886.4 |
|
1.000 |
873.7 |
|
0.618 |
865.9 |
|
HIGH |
853.2 |
|
0.618 |
845.4 |
|
0.500 |
843.0 |
|
0.382 |
840.5 |
|
LOW |
832.7 |
|
0.618 |
820.0 |
|
1.000 |
812.2 |
|
1.618 |
799.5 |
|
2.618 |
779.0 |
|
4.250 |
745.6 |
|
|
| Fisher Pivots for day following 05-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
847.8 |
847.1 |
| PP |
845.4 |
843.9 |
| S1 |
843.0 |
840.8 |
|